Anic Equity¶

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Total return since start: 0.578 %¶

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Equity now: -----------------------------> 48194.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46799.78 Kr¶

PnL: ---------------------------------------> -88.79 Kr¶

DD now: ---------------------------------> -0.895 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:33:19.521479'

Anic Portfolio¶

Today¶

Return: 1.012 %¶

This Week¶

Return: 1.391 %¶

Total¶

Return: 57.777 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.120000 2873.500000 237.500000 9.010000 2636.000010
Beijer Electronics Group 26 2.510000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 -0.270000 660.800000 83.800000 14.520000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.460000 436.000000 81.000000 22.820000 355.000000
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
HMS Networks 2 1.220000 728.400000 55.400000 8.230000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
SAAB B 8 0.680000 3417.600000 40.600000 1.200000 3377.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
Intrum 4 1.830000 556.200000 29.200000 5.540000 527.000000
Norva24 Group 16 4.780000 568.000000 25.000000 4.600000 543.000000
Coor Service Management Hold. 8 1.320000 554.000000 22.000000 4.140000 532.000000
Eastnine 4 1.420000 512.800000 21.800000 4.440000 491.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
AcadeMedia 12 1.880000 571.200000 14.200000 2.550000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
Resurs Holding 22 0.910000 583.880000 9.880000 1.720000 573.999998
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 1.310000 576.840000 6.840000 1.200000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 1.740000 568.800000 4.800000 0.850000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Essity B 2 -1.240000 572.800000 -1.200000 -0.210000 574.000000
CTEK 13 1.740000 531.960000 -2.040000 -0.380000 533.999999
Midsona B 63 -0.760000 578.970000 -4.030000 -0.690000 582.999984
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.030000 3448.100000 -5.900000 -0.170000 3453.999992
International Petroleum Corp. 5 2.300000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 0.340000 560.880000 -52.120000 -8.500000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 1.160000 3629.600000 -126.400000 -3.370000 3756.000001
OX2 18 1.130000 1530.900000 -133.100000 -8.000000 1663.999992
Ovzon 52 4.250000 3062.800000 -299.200000 -8.900000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46799.780000 -88.790000 -0.89494% 46888.564618

Updated:¶

'2023-01-18 15:33:31.971624'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶